Gaussian measures of dilatations of convex symmetric sets

Citation
R. Latala et K. Oleszkiewicz, Gaussian measures of dilatations of convex symmetric sets, ANN PROBAB, 27(4), 1999, pp. 1922-1938
Citations number
5
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
27
Issue
4
Year of publication
1999
Pages
1922 - 1938
Database
ISI
SICI code
0091-1798(199910)27:4<1922:GMODOC>2.0.ZU;2-2
Abstract
We prove that the inequality Psi(-1)(mu(tA)) greater than or equal to t Psi (-1)(mu(A)) holds for any centered Gaussian measure Cc on a separable Banac h space F, any convex, closed, symmetric set A subset of F and t greater th an or equal to 1, where Psi(x) = gamma(1)(-x, x) = (2 pi)(-1/2) integral(-x )(x) exp(-y(2)/2) dy. As an application, the best constants in comparison o f moments of Gaussian vectors are calculated.